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Chapter 6 Fourier Series PDF
Chapter 6 Fourier Series PDF
Chapter 6
● Introduction
A French mathematician
● Fourier transform
Similar to Laplace transform, but for transforming
variables in the range of (-∞ and +∞)
- a powerful tool in solving differential equations
Periodic Physical Phenomena:
Motions of ponies
A stamping
machine involving
cyclic punching
of sheet metals
Sheet metal
Mass, M
x(t)
Elastic
foundation
In a 4-stroke internal
combustion engine:
Cyclic gas pressures
on cylinders,
and forces on connecting
rod and crank shaft
Mathematical expressions for periodical signals from an oscilloscope
by Fourier series:
The periodic variation of gas pressure in a 4-stoke
internal combustion engine:
1 - Intake
Pressure, P
x
-3π -2π -π 0 π 2π 3π
t
t-4L -2L -L t-2L 0 t 2L 3L
-3L L
● The mathematical expression of Fourier series for periodic function f(x) is:
a0 ∞ ⎛ nπx nπx ⎞
f ( x) = + ∑ ⎜ a n Cos + bn Sin ⎟ = f ( x ± 2 L ) = f ( x ± 4 L ) = ....... (6.1)
2 n =1 ⎝ L L ⎠
where ao, an and bn are Fourier coefficients, to be determined by the following integrals:
1 c+2 L nπx
an =
L ∫ c
f ( x) Cos
L
dx n = 0,1, 2, 3,.................. (6.2a)
1 c+2 L nπx
bn =
L ∫c
f ( x ) Sin
L
dx n = 1, 2, 3,.................. (6.2b)
Example 6.1
Derive a Fourier series for a periodic function with period (-π, π):
1 π
bn =
π ∫π
−
f ( x) Sin ( nx) dx n = 1, 2, 3,.................. (6.4b)
We notice the period (-π, π) might not be practical, but it appears to be common in many applied math
textbooks. Here, we treat it as a special case of Fourier series.
Example 6.2
Derive a Fourier series for a periodic function f(x) with a period (-ℓ, ℓ)
Let us choose c = -ℓ, and the period 2L = ℓ - (-ℓ) = 2ℓ, and the half period L = ℓ
a0 ∞ ⎛ nπx nπx ⎞
f ( x) = + ∑ ⎜ an Cos + bn Sin ⎟
2 n =1 ⎝ L=l L =l⎠
1 c + 2 L =−l+ 2l nπx
an =
L=l ∫c=−l
f ( x) Cos
L=l
dx
a0 ∞
⎛ nπx nπx ⎞
f ( x) = + ∑ ⎜ a n Cos + bn Sin ⎟ (6.5)
2 n =1 ⎝ l l ⎠
with
1 l nπx
an =
l ∫ −l
f ( x ) Cos
l
dx n = 0,1, 2, 3,.................. (6.6a)
1 l nπx
bn =
l ∫−l
f ( x ) Sin
l
dx n = 1, 2, 3,.................. (6.6b)
Example 6.3
Derive a Fourier series for a periodic function f(x) with a period (0, 2L).
As in the previous examples, we choose c = 0, and half period to be L. We will have
the Fourier series in the following form:
a0 ∞ ⎛ nπx nπx ⎞
f ( x) = + ∑ ⎜ an Cos + bn Sin ⎟
2 n =1 ⎝ L=L L= L⎠
1 c + 2 L = −0 + 2 L nπx
an =
L=l ∫c =0
f ( x) Cos
L=L
dx
1 c + 2 L =0+ 2 L nπx
bn =
L=L ∫ c =0
f ( x ) Sin
L=L
dx
Derive a function describing the position of the sliding block M in one period in a slide
mechanism as illustrated below. If the crank rotates at a constant velocity of 5 rpm.
Rotational velocity
ω = 5 RPM
ω
Sliding Block, M
A B
X(t)
ω R
θ
A B
x One revolution
Dead-end A: Dead-end B:
x=0 x = 2R
t=0 t = 1/5 min
Position of the sliding block along the x-direction can be determined by:
x = R – RCosθ
ω R
θ
A B
x One revolution
Dead-end A: Dead-end B:
x=0 x = 2R
t=0 t = 1/5 min
0 Time, t (min)
Θ= π/2 π 3π/2 2π
ao ∞ ⎡ nπt nπt ⎤
x(t ) = + ∑ ⎢an Cos + bn Sin
2 n =1 ⎣ L = 1 / 10 L = 1 / 10 ⎥⎦
ao ∞
= + ∑ [an Cos10nπt + bn Sin10nπt ] (b)
2 n =1
1 15 R ⎡ Sin 2(1 − n )π Sin 2(1 + n )π ⎤
with
an =
1 ∫0
x (t ) Cos10 n πt dt = − ⎢ + ⎥⎦
(c)
2π ⎣ 1− n 1+ n
10
We may obtain coefficient ao from Equation (c) to be ao = 0:
The other coefficient bn can be obtained by:
1
∞
bn = 10∫ x(t ) Sin10nπt dt = 10 ∫ R(1 − Cos10πt )Sin10nπt dt
5
0 0
=
R
[Cos 2(n − 1)π − 1] + R [Cos 2(n + 1)π − 1] (d)
2(n − 1)π 2(n + 1)π
Convergence of Fourier Series
a0 ∞ ⎛ nπx nπx ⎞
f ( x) = + ∑ ⎜ a n Cos + bn Sin ⎟ = f ( x ± 2 L ) = f ( x ± 4 L ) = ....... (6.1)
2 n =1 ⎝ L L ⎠
This form requires the summation of “INFINITE” number of terms, which is UNREALISTIC.
The question is “HOW MANY” terms one needs to include in the summation in order to
reach an accurate representation of the periodic function?
The following example will give some idea on the relationship of the “number of terms in the
Fourier series” and the “accurate representation of the periodic function”:
Example 6.6
f (t ) = 0 −π ≤ t ≤ 0
S int 0 ≤ t ≤π
This function can be graphically represented as:
f(t)
f (t ) = 0 −π ≤ t ≤ 0
S int 0 ≤ t ≤π
t
-3π -2π -π 0 π 2π 3π
We identified the period to be: 2L = π- (-π) = 2π, and from Equation (6.3), we have:
∞
a0
f ( x) = + ∑ (a n Cos (nx ) + bn Sin (nx ) ) (a)
2 n =1
with
1 π 1 1 π 1 + Cos nπ
π ∫−π π ∫−π π ∫0
an = = + = for n ≠ 1
f (t ) Cos ( nt ) dt ( 0 ) Cos nt dt Sin t Cos nt dt
(1 − n 2 )π
and
1 π 1 0 1 π
bn = ∫
π −π
f (t ) Sin ( nt ) dt =
π −π∫ ( 0 ) Sin nt dt
π
+
0 ∫ Sin t Sin nt dt n = 1, 2, 3,.....
π
or 1 ⎧ 1 ⎡ Sin (1 − n) t Sin(1 + n) t ⎤ ⎫
bn = ⎨ ⎢ − ⎬ = 0 for n ≠1
π ⎩2 ⎣ 1− n 1 + n ⎥⎦ ⎭ 0
For the case n =1, the two coefficients become:
π
1 π 1
∫
1 π Sin 2 t and b1 = Sin t Sin t dt =
a1 = ∫ Sin t Cos t dt = =0
π 0 2π o π 0 2
f(t)
f (t ) = 0 −π ≤ t ≤ 0
S int 0 ≤ t ≤π
t
-3π -2π -π 0 π 2π 3π
The Fourier series for the periodic function with the coefficients become:
Sin t ∞
+ ∑ (a n Cos nt + bn Sin nt )
1
f (t ) = + (b)
π 2 n=2
The Fourier series in Equation (b) can be expanded into the following infinite series:
1 Sin t 2 ⎛ Cos 2t Cos 4t Cos 6t Cos 8t ⎞ (c)
f (t ) = + − ⎜ + + + + ................ ⎟
π 2 π⎝ 3 15 35 63 ⎠
Let us now examine what the function would look like by including different number of
terms in expression (c): f(t)
Case 1: Include only one term:
f ( x ) = f1 =
1 1
f1 =
π π
Graphically it will look like t
-π 0 π
Observation: Not even closely resemble
- The Fourier series with one term does not converge to the function!
f(t)
f (t ) = 0 −π ≤ t ≤ 0
S int 0 ≤ t ≤π
t
-3π -2π -π 0 π 2π 3π
f(t)
Case 2: Include 2 terms in Expression (b): f 2 (t ) =
1
+
Sin t
π 2
f (t ) = f 2 (t ) = +
1 Sin t
π 2
t
0
Observation: A Fourier series with 2 terms -π π
has shown improvement in representing the function
f(t)
Case 3: Include 3 terms in Expression (b):
1 Sin t 2 Cos 2t
f 3 (t ) = + −
π 2 3π
f (t ) = f 3 (t ) = +
1 Sin t 2 Cos 2t
−
π 2 3π t
Observation: A Fourier series with 3 terms -π 0 π
represent the function much better than the two previous cases with 1 and 2 terms.
Conclusion: Fourier series converges better to the periodic function with more terms
included in the series.
Practical consideration: It is not realistic to include infinite number of terms in the
Fourier series for complete convergence. Normally an approach with 20 terms would
be sufficiently accurate in representing most periodic functions
Convergence of Fourier Series at Discontinuities of Periodic Functions
● The Fourier series in Equations (6.1), (6.2) and (6.3) will converge every where to the
function except these discontinuities, at which the series will converge HALF-WAY of
the function values at these discontinuities.
Convergence of Fourier Series at Discontinuities of Periodic Functions
f(x)
f1(x)
(2)
f2(x)
(1)
x4 x
0 x1 x2 x3
(3)
f3(x)
Period, 2L
f ( x1 ) =
1
[ f1 ( x1 ) + f 2 ( x1 )] at Point (2)
2
f ( x2 ) =
1
[ f 2 ( x 2 ) + f 3 ( x 2 )] at Point (3)
2
1
f ( x 4 ) = f 3 ( x 4 ) = f 1 ( 0) same value as Point (1)
2